Backtesting
Backtesting
Portfolio simulations and allocation hypotheses are now kept as finance posts, so each test has its own permanent note and can evolve independently.
Fidelity
Fidelity Fund Portfolio
The original Monte Carlo backtest: HKD 20,000 allocated to each Fidelity fund, compared with an MSCI World proxy.
Annualised return
8.15%
Volatility
2.38%
Sharpe
1.426
MPF
MPF Portfolio
A retirement allocation hypothesis using the MPF funds already tracked on the MPF page.
Expected return
1.86%
Estimated risk
7.90%
Sharpe
-0.334
ORSO
ORSO Portfolio
A diversified retirement allocation hypothesis using the ORSO funds added to the dashboard.
Expected return
2.02%
Estimated risk
6.45%
Sharpe
-0.38